+195.8%
APD vs Z
+6.9%
+188.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.2% |
| 7D | -3.7% | -4.6% | +0.9% | -3.2% |
| 30D | +9.6% | +8.3% | +1.3% | +8.3% |
| 3M | +1.6% | -11.6% | +13.2% | +2.6% |
| 6M | +2.2% | -33.6% | +35.8% | +6.4% |
| YTD | +25.9% | -56.7% | +82.5% | +37.0% |
| 1Y | +20.1% | -59.1% | +79.3% | +31.6% |
| 3Y | +12.4% | -20.4% | +32.8% | +10.9% |
| 5Y | +11.1% | -55.3% | +66.4% | +13.5% |
| 10Y | +190.1% | -14.2% | +204.4% | +144.1% |
| All | +195.8% | +6.9% | +188.9% | +141.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling